Filter_Stock_Cashflow_CHN.py 文件源码

def get_single_stock_data_daily(root_path, symbol):
    '''
    All data is from quandl wiki dataset
    Feature set: [Open  High    Low  Close    Volume  Ex-Dividend  Split Ratio Adj. Open  Adj. High  Adj. Low
    Adj. Close  Adj. Volume]
    '''
    #df, lastUpdateTime = queryStock(root_path, "DB_STOCK", "SHEET_CHN", "_DAILY", symbol, "daily_update")
    try:
        df = ts.get_k_data(symbol)
        df.set_index('date', inplace=True)
        df.sort_index(ascending=True, inplace=True)
    except:
        print("stock delisted", symbol)
        return pd.DataFrame()

    if df.empty:
        print("stock delisted", symbol)
        return pd.DataFrame()

    out_path = root_path + "/Data/CSV/symbols/"

    if os.path.exists(out_path) == False:
        os.mkdir(out_path)

    out_file = out_path + symbol + ".csv"
    df.to_csv(out_file)

    return df